For what they're worth, the ext2/3 filesystem drivers for Windows work fine if you only require read-only access or need to transfer one or two files (and your data is backed up).

Regarding FAT32, I don't see how that would be particularly useful. We've already established that Ubuntu has read/write access to NTFS (maybe not the most solid driver in the world, but it's decent), so how would an intermediate FAT32 partition help anything?

Well, like I already explained, these are the only reliable methods available to you:
- Within Ubuntu, read/write to your NTFS (Windows) partition
- Within Windows, read from your ext3 (Ubuntu) partition

Sorry, but there's no reliable driver for writing to Ubuntu from Windows (not saying drivers don't exist, but you risk losing data).

You could create an intermediate FAT32 partition which both OSs can read/write to, but that's not going to give you any more advantages or benefits than your NTFS partion already provides (as both OSs can already read/write to that reliably).